+14.3%
PAAS vs THC
+50.5%
-36.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.5% |
| 7D | +8.8% | +7.5% | +1.4% | +7.4% |
| 30D | -8.5% | +9.6% | -18.0% | -10.0% |
| 3M | -17.0% | +10.3% | -27.3% | -18.6% |
| 6M | -27.9% | +51.8% | -79.7% | -33.4% |
| YTD | -17.5% | +45.4% | -62.9% | -23.7% |
| All | +14.3% | +50.5% | -36.2% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded THC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling